Uniform integrability of continuous exponential martingales
Kazamaki, Norihiko ; Sekiguchi, Takeshi
Tohoku Math. J. (2), Tome 35 (1983) no. 4, p. 289-301 / Harvested from Project Euclid
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Publié le : 1983-05-14
Classification:  60G44 
@article{1178229055,
     author = {Kazamaki, Norihiko and Sekiguchi, Takeshi},
     title = {Uniform integrability of continuous exponential martingales},
     journal = {Tohoku Math. J. (2)},
     volume = {35},
     number = {4},
     year = {1983},
     pages = { 289-301},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1178229055}
}

Kazamaki, Norihiko; Sekiguchi, Takeshi. Uniform integrability of continuous exponential martingales. Tohoku Math. J. (2), Tome 35 (1983) no. 4, pp.  289-301. http://gdmltest.u-ga.fr/item/1178229055/